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There are 23312 results for: content related to: The Effect of Temporal Risk Aversion on Optimal Consumption, the Equity Premium, and the Equilibrium Interest Rate

  1. Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1609–1645, Michael W. Brandt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00162

  2. CORPORATE BANKRUPTCY AND CONGLOMERATE MERGER

    The Journal of Finance

    Volume 30, Issue 1, March 1975, Pages: 93–113, Robert C. Higgins and Lawrence D. Schall

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb03162.x

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    Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1367–1400, RAGHURAM G. RAJAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04662.x

  4. Integration of Lending and Underwriting: Implications of Scope Economies

    The Journal of Finance

    Volume 58, Issue 3, June 2003, Pages: 1167–1191, George Kanatas and Jianping Qi

    Version of Record online : 6 MAY 2003, DOI: 10.1111/1540-6261.00562

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    Dividend Policy under Asymmetric Information

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1031–1051, MERTON H. MILLER and KEVIN ROCK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02362.x

  6. Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1259–1294, Werner Antweiler and Murray Z. Frank

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00662.x

  7. Distinguishing Beliefs and Preferences in Equilibrium Prices

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 335–344, ALAN KRAUS and GORDON A. SICK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02162.x

  8. Imperfect Competition among Informed Traders

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2117–2155, Kerry Back, C. Henry Cao and Gregory A. Willard

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00282

  9. Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1213–1252, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02452.x

  10. Information Immobility and the Home Bias Puzzle

    The Journal of Finance

    Volume 64, Issue 3, June 2009, Pages: 1187–1215, STIJN VAN NIEUWERBURGH and LAURA VELDKAMP

    Version of Record online : 20 MAY 2009, DOI: 10.1111/j.1540-6261.2009.01462.x

  11. Swap Rates and Credit Quality

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 921–949, DARRELL DUFFIE and MING HUANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02712.x

  12. A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchases and Dividends

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 365–394, AHARON R. OFER and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02572.x

  13. Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1197–1217, HAIM LEVY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02372.x

  14. Strategic Debt Service

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 531–556, PIERRE MELLA-BARRAL and WILLIAM PERRAUDIN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04812.x

  15. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  16. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  17. Optimal Financial Crises

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1245–1284, Franklin Allen and Douglas Gale

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00052

  18. Trading Mechanisms and the Components of the Bid-Ask Spread

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1471–1488, JOHN AFFLECK-GRAVES, SHANTARAM P. HEGDE and ROBERT E. MILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02462.x

  19. Estimating Security Price Risk Using Duration and Price Elasticity

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 399–411, ALEX O. WILLIAMS and PHILLIP E. PFEIFER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03562.x

  20. On Stable Factor Structures in the Pricing of Risk: Do Time-Varying Betas Help or Hurt?

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 549–573, Eric Ghysels

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.224803